Currency options and exchange rate economics:
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Bibliographic Details
Format: Electronic eBook
Language:English
Published: Singapore World Scientific ©1998
Subjects:
Online Access:Volltext
Item Description:Includes bibliographical references and index
1. Learning from Currency Option Markets: An Overview / Zhaohui Chen -- 2. An Introduction to Option Pricing Theory / Peter G. Zhang -- 3. An Introduction to Currency Option Markets / Allan M. Malz -- 4. The Implied Volatility in Prices of Foreign Currency Options / Louis O. Scott -- 5. Learning from the Term Structure of Implied Volatility in Foreign Exchange Options / Jose Manuel Campa and P.H. Kevin Chang -- 6. Options and the Currency Risk Premium / Richard K. Lyons -- 7. Option Prices and the Probability Distribution of Exchange Rates / Allan M. Malz -- 8. The ERM Realignment Probabilities: Estimates Using Option Prices / Allan M. Malz -- 9. Options on Exchange Rates in Target Zones / Jose Manuel Campa and P.H. Kevin Chang -- 10. Inferring Market Expectations Using Currency Option Price and Volume Data / Zhaohui Chen and Charles A.E. Goodhart
Physical Description:1 Online-Ressource (x, 206 pages)
ISBN:9789812812551
9812812555
9810226195
9789810226190

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